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I depends on the era. But the Romans would first toss their light pila. Then if they had to, they would charge into the fight, and depending on the foe either use their heavy pila like a spear or their swords. The big thing the romans had was flexible and adaptable set of subunits. They could move much more easily over broken ground, and immediately insert men into breaks in the enemy line.
But once you throw the pila, you can use it again. And once the pila hit something it was designed to fracture, but not break off. So essentially, there was spear stuck in the enemies shield that you could not get out and would make wielding his shield around harder. How could the Romans have used it in melee, unless to throw it a short distance?